-47.4%
CHTR vs ES
+98.2%
-145.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | +17.2% | +2.7% | +14.5% | +16.1% |
| 30D | +31.6% | +7.6% | +24.0% | +28.4% |
| 3M | -11.6% | +0.5% | -12.1% | -11.8% |
| 6M | -3.3% | +7.6% | -10.9% | -5.8% |
| YTD | -33.7% | +10.2% | -43.9% | -36.3% |
| 1Y | -32.4% | +1.8% | -34.3% | -33.4% |
| 3Y | -65.9% | +55.4% | -121.3% | -71.9% |
| 5Y | -79.9% | +7.3% | -87.2% | -81.0% |
| All | -47.4% | +98.2% | -145.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling